Saturday, January 10, 2015

RESEARCH ON DERIVATIVES




Nifty (January) futures closed at a premium of 31.00 points versus
a premium of 22.65 points in the previous trading session.

The total open interest in the market was Rs 198,564 crore and Rs 
1,637 crore were added in open interest.


Nifty call options shed 25.77 lakh shares in open interest whereas 
put options added 26.21 lakh shares in open interest.

Market commentary

Mirroring the positive trend from international markets, the Indian 
markets commenced the day with gap up of around 60 points.

Daily view

Around 6.49 lakh shares were shed in open interest with an 
increase in price, cost of carry and Nifty future's premium, 
indicating short covering was observed by the market participants 
for second day in a row.

On the options front, the volatility index has decreased 
significantly by 3-3.5%.


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